V-Lab: AEX-Index MF2-GARCH Volatility Analysis

V-Lab

AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:11.32% (-0.30%)

Analysis last updated: Wednesday, June 18, 2025 at 03:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8327	223.43
$γ$	0.1853	43.08
$λ_{1}$	0.0080	4.10
$λ_{2}$	0.0445	3.85
$λ_{3}$	0.9489	71.38

Estimation Period:
Jan 1, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts